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Report NEP-FOR-2013-09-25
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Weber, Enzo & Zika, Gerd, 2013, "Labour market forecasting : is disaggregation useful?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201314.
- James M. Nason & Gregor W. Smith, 2013, "Reverse Kalman filtering U.S. inflation with sticky professional forecasts," Working Papers, Federal Reserve Bank of Philadelphia, number 13-34.
- Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2013, "Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors?," Working Papers, HAL, number hal-00862996, Aug.
- Francisco Covas & Ben Rump & Egon Zakrajšek, 2013, "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-55.
- Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2013, "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-61.
- Mojtaba Sedigh Fazli & Jean-Fabrice Lebraty, 2013, "A solution for forecasting pet chips prices for both short-term and long-term price forcasting, using genetic programming," Post-Print, HAL, number hal-00859457, Jul.
- Pierre Blanc & R'emy Chicheportiche & Jean-Philippe Bouchaud, 2013, "The fine structure of volatility feedback II: overnight and intra-day effects," Papers, arXiv.org, number 1309.5806, Sep, revised May 2014.